Anic Equity¶

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Total return since start: 0.627 %¶

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Equity now: -----------------------------> 49712.0 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45650.79 Kr¶

PnL: ---------------------------------------> 594.79 Kr¶

DD now: ---------------------------------> -6.416 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 16:45:32.161609'

Anic Portfolio¶

Today¶

Return: 1.716 %¶

This Week¶

Return: 0.829 %¶

Total portfolio value¶

Return including deposits: 62.744 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.540000 1669.860000 200.860000 13.670000 1468.999998
Sedana Medical 93 4.200000 2676.540000 155.540000 6.170000 2521.000011
Orrön Energy 180 6.480000 2189.700000 146.700000 7.180000 2043.000000
Atrium Ljungberg B 5 4.410000 994.500000 59.500000 6.360000 935.000000
Platzer Fastigheter Holding B 12 4.950000 1017.600000 56.600000 5.890000 960.999996
JM 6 3.550000 909.000000 45.000000 5.210000 864.000000
Catena 2 4.080000 836.000000 44.000000 5.560000 792.000000
Sagax B 4 3.600000 898.000000 44.000000 5.150000 854.000000
Hoist Finance 35 1.740000 1022.000000 42.000000 4.290000 980.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
VEF 909 3.700000 1885.270000 35.270000 1.910000 1850.000436
Hexatronic Group 12 3.250000 999.600000 32.600000 3.370000 966.999996
BioGaia B 8 1.800000 951.200000 21.200000 2.280000 930.000000
Biotage 7 1.630000 958.300000 17.300000 1.840000 940.999997
Bilia A 8 1.510000 913.600000 13.600000 1.510000 900.000000
Byggmax Group 33 1.660000 968.880000 12.880000 1.350000 956.000001
Gränges 9 1.360000 940.500000 12.500000 1.350000 927.999999
Clas Ohlson B 12 0.920000 983.400000 10.400000 1.070000 972.999996
HEXPOL B 9 -0.090000 1026.900000 5.900000 0.580000 1020.999996
EQT 4 1.110000 837.200000 5.200000 0.630000 832.000000
OX2 13 1.310000 952.900000 2.900000 0.310000 949.999999
AcadeMedia 8 0.800000 404.000000 2.000000 0.500000 402.000000
ASSA ABLOY B 3 0.270000 777.900000 -1.100000 -0.140000 779.000001
Nordic Waterproofing Holding 7 1.190000 954.800000 -12.200000 -1.260000 966.999999
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Addnode Group B 11 0.000000 901.450000 -19.550000 -2.120000 921.000003
SKF B 5 -1.370000 919.250000 -20.750000 -2.210000 940.000000
Hexagon B 26 1.380000 3437.200000 -23.800000 -0.690000 3461.000010
Vitec Software Group B 2 1.920000 1062.000000 -25.000000 -2.300000 1087.000000
Indutrade 5 2.410000 1189.000000 -29.000000 -2.380000 1218.000000
Latour B 4 0.000000 818.000000 -39.000000 -4.550000 857.000000
Bufab 3 -0.630000 1046.400000 -62.600000 -5.640000 1109.000001
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
BHG Group 97 1.070000 1369.640000 -89.360000 -6.120000 1458.999989
TOTAL 45650.790000 594.790000 -6.41628% 45056.000411

Updated:¶

'2023-07-04 16:45:49.443090'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶